Trading Quant - Financial Risk Model Development
Medewerker | Risk Management | Ervaren | Noord Holland | 2019-04-09 | REQ-10010108
ING is looking for junior Trading Quants
The Financial Institutions and Financial Markets (FI/FM) Model Development Team is an energetic international team of highly qualified professionals. The team. is part of the Financial Risk Model Development department. Financial Risk Model Development comprises of a team of 60 modelling experts, who are determined to develop the best possible financial risk models to empower the customers of ING to stay ahead financially, in life and business. Our expertise lies in the development and management of Balance Sheet Risk, -Credit and Trading Risk and Market Risk models with state of the art modelling methods, tooling and data-processing technologies.
Get an impression on our agile way of working here: https://youtu.be/NcB0ZKWAPA0
What does a junior Trading Quant at ING do?
The Financial Institutions and Financial Markets (FI/FM) Quants Team is a global team, that provides the quantitative expertise required to perform pricing model validations, develop risk models and methodologies and provide advice to traders and risk managers on quantitative topics. The position offers excellent opportunities to broaden your model development skills in Credit and Trading Risk and Market Risk.
Your backpack should contain
- An academic degree (MSc or PhD), preferably in econometrics, economics, statistics, physics or mathematics
- A true passion for financial mathematics, in particular, option pricing and stochastic calculus
- Familiarity with financial markets and products, including recent, most important developments
- Familiarity with developing complex mathematical models
- Basic knowledge and experience with concepts like VAR, Expected Shortfall, Credit Valuation Adjustments, Counterparty Credit Risk, Initial Margin, etc.
Additionally, you should have
- Strong analytical, problem-solving, communication and execution skills
- An independent, creative and pro-active mind-set
- Great team player skills
- And of course, you should be fluent in English
Furthermore, you should adhere to the ING values and it is evident for you that your behavior ought to be fully aligned with these values. You should also be prepared to take the Banker's Oath.
For more information, please visit http://www.ing.jobs/Netherlands/Why-ING/This-is-ING-too/ING-Values.htm
What we offer
- A great salary
- Benefits such as a 13th month’s salary, Public Transfer Business Card, pension scheme
- A dynamic and agile international working environment
- Great international career opportunities
Are you interested?
We are looking forward to receiving your application!